I don't have a ~/.conkyrc file, so here's what I did to get conky running automatically at boot. I created a very simple script (open up a new text file, save it, "chmod +x" it) with the following contents:

#!/bin/bashsleep 15 &&conky

("15" is the number of seconds before starting conky at login. I prefer to let it wait 15 seconds to let everything else load first.)

Then I went to Startup Applications and added Conky by entering the path to my script in the "Command:" box. It should hopefully load Conky automatically for you at bootup.